×
Compute Distance To:
Author ID: schmidt.rafael Recent zbMATH articles by "Schmidt, Rafael"
Published as: Schmidt, Rafael
Documents Indexed: 43 Publications since 1909, including 1 Book
Co-Authors: 10 Co-Authors with 10 Joint Publications
136 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 341 times in 255 Documents Cited by Year
Nonparametric estimation of tail dependence. Zbl 1124.62016
Schmidt, Rafael; Stadtmüller, Ulrich
84
2006
Tail dependence for elliptically contoured distributions. Zbl 1015.62052
Schmidt, Rafael
55
2002
Estimating the tail-dependence coefficient: properties and pitfalls. Zbl 1101.62012
Frahm, Gabriel; Junker, Markus; Schmidt, Rafael
51
2005
Multivariate extensions of Spearman’s rho and related statistics. Zbl 1108.62056
Schmid, Friedrich; Schmidt, Rafael
44
2007
Multivariate conditional versions of Spearman’s rho and related measures of tail dependence. Zbl 1116.62061
Schmid, Friedrich; Schmidt, Rafael
30
2007
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence. Zbl 1433.62151
Schmid, Friedrich; Schmidt, Rafael
24
2007
Multivariate distribution models with generalized hyperbolic margins. Zbl 1445.62108
Schmidt, Rafael; Hrycej, Tomas; Stützle, Eric
14
2006
Über den Zusammenhang von Spannungen und Formänderungen im Verfestigungsgebiet. JFM 58.0847.01
Schmidt, R.
9
1932
A semi-parametric approach to risk management. Zbl 1405.91537
Bingham, N. H.; Kiesel, Rüdiger; Schmidt, Rafael
8
2003
Die Umkehrsätze des Borelschen Summierungsverfahrens. JFM 51.0184.01
Schmidt, R.
6
1925
Die trigonometrische Approximation für eine Klasse von verallgemeinerten fastperiodischen Funktionen. JFM 54.0295.03
Schmidt, R.
3
1928
Modelling dynamic portfolio risk using risk drivers of elliptical processes. Zbl 1163.91018
Schmidt, Rafael; Schmieder, Christian
3
2009
Measuring large comovements in financial markets. Zbl 1279.91194
Penzer, Jeremy; Schmid, Friedrich; Schmidt, Rafael
2
2012
Funktionaldeterminanten und Abhängigkeit von Funktionen. JFM 52.0229.01
Knopp, K.; Schmidt, R.
2
1926
Variational principles in the geometrically non-linear theory of shells undergoing moderate rotations. Zbl 0453.73071
Schmidt, R.; Pietraszkiewicz, W.
2
1981
EEG in the diagnostics of Alzheimer’s disease. Zbl 1416.62626
Waser, M.; Deistler, M.; Garn, H.; Benke, T.; Dal-Bianco, P.; Ransmayr, G.; Grossegger, D.; Schmidt, R.
1
2013
Random fields in the limit analysis of elastic-plastic shell structures. Zbl 0866.73018
Bielewicz, E.; Górski, J.; Schmidt, R.; Walukiewicz, H.
1
1994
A critical study of postbuckling analyses of uniformly compressed rings. Zbl 0423.73035
Schmidt, R.
1
1979
Different levels of air dissociation chemistry and its coupling with flow models. Zbl 0831.76092
Warnatz, J.; Riedel, U.; Schmidt, R.
1
1992
EEG in the diagnostics of Alzheimer’s disease. Zbl 1416.62626
Waser, M.; Deistler, M.; Garn, H.; Benke, T.; Dal-Bianco, P.; Ransmayr, G.; Grossegger, D.; Schmidt, R.
1
2013
Measuring large comovements in financial markets. Zbl 1279.91194
Penzer, Jeremy; Schmid, Friedrich; Schmidt, Rafael
2
2012
Modelling dynamic portfolio risk using risk drivers of elliptical processes. Zbl 1163.91018
Schmidt, Rafael; Schmieder, Christian
3
2009
Multivariate extensions of Spearman’s rho and related statistics. Zbl 1108.62056
Schmid, Friedrich; Schmidt, Rafael
44
2007
Multivariate conditional versions of Spearman’s rho and related measures of tail dependence. Zbl 1116.62061
Schmid, Friedrich; Schmidt, Rafael
30
2007
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence. Zbl 1433.62151
Schmid, Friedrich; Schmidt, Rafael
24
2007
Nonparametric estimation of tail dependence. Zbl 1124.62016
Schmidt, Rafael; Stadtmüller, Ulrich
84
2006
Multivariate distribution models with generalized hyperbolic margins. Zbl 1445.62108
Schmidt, Rafael; Hrycej, Tomas; Stützle, Eric
14
2006
Estimating the tail-dependence coefficient: properties and pitfalls. Zbl 1101.62012
Frahm, Gabriel; Junker, Markus; Schmidt, Rafael
51
2005
A semi-parametric approach to risk management. Zbl 1405.91537
Bingham, N. H.; Kiesel, Rüdiger; Schmidt, Rafael
8
2003
Tail dependence for elliptically contoured distributions. Zbl 1015.62052
Schmidt, Rafael
55
2002
Random fields in the limit analysis of elastic-plastic shell structures. Zbl 0866.73018
Bielewicz, E.; Górski, J.; Schmidt, R.; Walukiewicz, H.
1
1994
Different levels of air dissociation chemistry and its coupling with flow models. Zbl 0831.76092
Warnatz, J.; Riedel, U.; Schmidt, R.
1
1992
Variational principles in the geometrically non-linear theory of shells undergoing moderate rotations. Zbl 0453.73071
Schmidt, R.; Pietraszkiewicz, W.
2
1981
A critical study of postbuckling analyses of uniformly compressed rings. Zbl 0423.73035
Schmidt, R.
1
1979
Über den Zusammenhang von Spannungen und Formänderungen im Verfestigungsgebiet. JFM 58.0847.01
Schmidt, R.
9
1932
Die trigonometrische Approximation für eine Klasse von verallgemeinerten fastperiodischen Funktionen. JFM 54.0295.03
Schmidt, R.
3
1928
Funktionaldeterminanten und Abhängigkeit von Funktionen. JFM 52.0229.01
Knopp, K.; Schmidt, R.
2
1926
Die Umkehrsätze des Borelschen Summierungsverfahrens. JFM 51.0184.01
Schmidt, R.
6
1925
all top 5

Cited by 381 Authors

10 Ferreira, Helena
10 Ferreira, Marta
9 Joe, Harry
9 Quessy, Jean-François
9 Schmid, Friedrich
9 Schmidt, Rafael
8 Li, Haijun
7 Bücher, Axel
6 Durante, Fabrizio
6 Segers, Johan
5 Peng, Liang
4 Frahm, Gabriel
4 Gijbels, Irène
4 Grothe, Oliver
4 Hashorva, Enkelejd
4 Hill, Jonathan B.
4 Mesfioui, Mhamed
4 Úbeda-Flores, Manuel
3 Blumentritt, Thomas
3 De Baets, Bernard
3 De Meyer, Hans E.
3 Di Bernardino, Elena
3 Díaz Hernández, Adán
3 Fernández-Sánchez, Juan
3 Fung, Thomas
3 Furman, Edward
3 Genest, Christian
3 Hofert, Marius
3 Hua, Lei
3 Jaser, Miriam
3 Jaworski, Piotr
3 Junker, Markus
3 Jwaid, Tarad
3 Krupskii, Pavel
3 Lu, Dawei
3 Min, Aleksey
3 Ng, Wing Lon
3 Omelka, Marek
3 Pappadà, Roberta
3 Salazar Flores, Yuri
3 Seneta, Eugene
3 Stupfler, Gilles
3 Volgushev, Stanislav
3 Wang, Xiaoguang
3 Zhang, Lingyue
2 Abdous, Belkacem
2 Ahn, Jae Youn
2 Arismendi, Juan Carlos
2 Bouzebda, Salim
2 Cui, Hengjian
2 Falk, Michael
2 Fine, Jason Peter
2 Fougères, Anne-Laure
2 Gaißer, Sandra
2 Ghoudi, Kilani
2 Gregory, Alastair
2 Guo, Wenwen
2 Guo, Xu
2 Hall, Peter Gavin
2 Haug, Stephan
2 Jaschke, Stefan R.
2 Jones, Bruce L.
2 Kika, Vojtěch
2 Koike, Takaaki
2 Landsman, Zinoviy M.
2 Li, Deyuan
2 Li, Yutian
2 Linders, Daniël
2 Mainik, Georg
2 Martins, Ana Paula
2 Nelsen, Roger B.
2 Nikoloulopoulos, Aristidis K.
2 Okhrin, Ostap
2 Pereira, Luísa
2 Qi, Yongcheng
2 Rullière, Didier
2 Salazar, Yuri
2 Schoutens, Wim
2 Su, Jianxi
2 Tasena, Santi
2 Torelli, Nicola
2 Valdez, Emiliano A.
2 Wang, Hong
2 Wied, Dominik
2 Yang, Chen
2 Zitikis, Ričardas
2 Zou, Nan
1 Adegoke, Nurudeen A.
1 Aguilar, Mike
1 Albrecher, Hansjörg
1 Alp, Tansel
1 Anderson, Marti Jane
1 Antunes, Jorge
1 Arslan, Olcay
1 Asimit, Alexandru V.
1 Asmussen, Søren
1 Aste, Tomaso
1 Ayyala, Deepak Nag
1 Badescu, Alexandru M.
1 Bae, Taehan
...and 281 more Authors
all top 5

Cited in 82 Serials

28 Journal of Multivariate Analysis
21 Insurance Mathematics & Economics
15 Computational Statistics and Data Analysis
12 Statistics & Probability Letters
9 Communications in Statistics. Theory and Methods
9 Quantitative Finance
8 Journal of Statistical Planning and Inference
8 Extremes
6 Fuzzy Sets and Systems
6 Test
6 Dependence Modeling
5 Computational Statistics
5 Bernoulli
5 Journal of Nonparametric Statistics
4 The Annals of Statistics
4 Journal of Econometrics
4 Kybernetika
4 Journal of Statistical Computation and Simulation
4 Methodology and Computing in Applied Probability
3 Metrika
3 Journal of Computational and Applied Mathematics
3 Statistical Papers
3 Statistical Methods and Applications
3 Electronic Journal of Statistics
2 The Canadian Journal of Statistics
2 Journal of Mathematical Analysis and Applications
2 Scandinavian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Journal of Applied Probability
2 Statistical Science
2 International Journal of Approximate Reasoning
2 Annals of Operations Research
2 Mathematical Methods of Statistics
2 The Econometrics Journal
2 International Journal of Theoretical and Applied Finance
2 Journal of Applied Statistics
2 ASTIN Bulletin
2 North American Actuarial Journal
2 Journal of Statistical Theory and Practice
2 The Annals of Applied Statistics
2 Statistics and Computing
1 Computers & Mathematics with Applications
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Physica A
1 International Statistical Review
1 Journal of the American Statistical Association
1 Metron
1 Statistics
1 Econometric Reviews
1 Journal of Theoretical Probability
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 SIAM Journal on Optimization
1 Applied Mathematics. Series B (English Edition)
1 Numerical Linear Algebra with Applications
1 Statistica Sinica
1 Complexity
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Stochastic Environmental Research and Risk Assessment
1 Econometric Theory
1 RAIRO. Operations Research
1 Applied Stochastic Models in Business and Industry
1 Entropy
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 Advances in Data Analysis and Classification. ADAC
1 Optimization Letters
1 Communications in Computational Physics
1 Statistical Analysis and Data Mining
1 Science China. Mathematics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Sankhyā. Series B
1 European Actuarial Journal
1 Annals of Finance
1 Statistics & Risk Modeling

Citations by Year